+31.7%
BP vs EFV
+19.5%
+12.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.2% |
| 7D | +2.6% | +2.5% | +0.1% | +2.8% |
| 30D | -6.4% | +2.9% | -9.3% | -6.1% |
| 3M | +8.0% | -1.4% | +9.4% | +8.1% |
| 6M | +6.0% | +5.5% | +0.5% | +5.8% |
| YTD | +36.5% | +16.1% | +20.4% | +29.8% |
| 1Y | +31.7% | +20.3% | +11.4% | +24.0% |
| All | +31.7% | +19.5% | +12.2% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling